Source: Sheshunoff Information Services Inc., Austin Tex. and American Banker research. Mortgage-Backed Securities are the book value (amortized cost) of held-to-maturity mortgage security pass-throughs and the fair market value of available-for-sale mortgage security pass-throughs, and holdings of U.S. government and private certificates of participation in pools of residential mortgages. They are pass-through securities for which each investor receives a pro rata distribution of principal and interest. U.S. Government MBS pass-throughs are issued or granted by the Government National Mortgage Association (GNMA), Fannie Mae, and Freddie Mac. Other MBS pass-throughs are private issues that are not guaranteed by the U.S. government or one of its agencies. Market value of MBS as % of book value (amortized cost) is the market value of the mortgage-backed security pass- throughs available-for-sale expressed as a percentage of the cost. Mortgage pass-throughs held-to-maturity and available-for-sale reflect the designation mandated by FASB 115 in accordance with generally accepted accounting practices. Weighted average maturity in years reflects the amortized cost value of MBS pass-throughs allocated to the maturity range designated as per FDIC call reports. It is adjusted for adjustable rate MBS pass-throughs and for securities repricing and/or maturing within one year. This does not necessarily capture the effect of bond call provisions or other embedded options. (1) Reflects NationsBank/BankAmerica merger closing Sept. 30. (2) Reflects BancOne/First Chicago NBD merger closing Oct. 1. (3) Bank holding company ABN-Amro (LaSalle, EAB, Std. Federal), Allied Irish Banks (First Maryland and others), HSBC Holdings (Marine Midland), Royal Bank of Scotland (Citizens Financial). ===